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Square Root Gauss-Newton iLQR

arXiv · AI, language, vision and robotics · article · Sep 17, 2026 · UTC

The iterative Linear Quadratic Regulator (iLQR) is a widely used algorithm for nonlinear trajectory optimization. At each iteration, it solves a local linear-quadratic approximation of the problem via dynamic programming, propagating a quadratic cost-to-go function. If the Hessian of the cost-to-go approximation is positive-semidefinite, one can derive a square root formulation of iLQR that propagates its Cholesky factor instead. This offers significant numerical advantages - much as square root Kalman filters improve upon their conventional counterparts - particularly when iLQR is used within

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